An Alternating Direction Method for Finding Dantzig Selectors
Computation
2010-11-23 v1
Abstract
In this paper, we study the alternating direction method for finding the Dantzig selectors, which are first introduced in [8]. In particular, at each iteration we apply the nonmonotone gradient method proposed in [17] to approximately solve one subproblem of this method. We compare our approach with a first-order method proposed in [3]. The computational results show that our approach usually outperforms that method in terms of CPU time while producing solutions of comparable quality.
Cite
@article{arxiv.1011.4604,
title = {An Alternating Direction Method for Finding Dantzig Selectors},
author = {Zhaosong Lu and Ting Kei Pong and Yong Zhang},
journal= {arXiv preprint arXiv:1011.4604},
year = {2010}
}
Comments
13 pages, 4 figures